ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	128-195	128-030	-0-165	-0.4%	128-235
High	128-195	128-090	-0-105	-0.3%	129-000
Low	128-005	127-260	-0-065	-0.2%	127-260
Close	128-025	128-025	0-000	0.0%	128-025
Range	0-190	0-150	-0-040	-21.1%	1-060
ATR	0-158	0-157	-0-001	-0.4%	0-000
Volume

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-148	129-077	128-108
R3	128-318	128-247	128-066
R2	128-168	128-168	128-052
R1	128-097	128-097	128-039	128-058
PP	128-018	128-018	128-018	127-319
S1	127-267	127-267	128-011	127-227
S2	127-188	127-188	127-317
S3	127-038	127-117	127-304
S4	126-208	126-287	127-262

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-275	131-050	128-234
R3	130-215	129-310	128-129
R2	129-155	129-155	128-095
R1	128-250	128-250	128-060	128-172
PP	128-095	128-095	128-095	128-056
S1	127-190	127-190	127-310	127-112
S2	127-035	127-035	127-275
S3	125-295	126-130	127-240
S4	124-235	125-070	127-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-000	127-260	1-060	0.9%	0-162	0.4%	22%	False	True	319
10	129-195	127-260	1-255	1.4%	0-146	0.4%	15%	False	True	221
20	129-195	126-005	3-190	2.8%	0-078	0.2%	57%	False	False	110
40	129-195	126-005	3-190	2.8%	0-039	0.1%	57%	False	False	55
60	129-195	124-175	5-020	4.0%	0-026	0.1%	70%	False	False	36
80	129-195	123-180	6-015	4.7%	0-020	0.0%	75%	False	False	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-088
2.618	129-163
1.618	129-013
1.000	128-240
0.618	128-183
HIGH	128-090
0.618	128-033
0.500	128-015
0.382	127-317
LOW	127-260
0.618	127-167
1.000	127-110
1.618	127-017
2.618	126-187
4.250	125-262

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	128-022	128-100
PP	128-018	128-075
S1	128-015	128-050

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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